If a set of random variables X, having the multidimensional normal distribution is uncorrelated(the covariance matrix is diagonal, they are independent. The argument of the exponential becomes the sum over i of Thus, the distribution becomes a product of exponential
Direct determination of the joint probability density of several functions o several ra andom variables Suppose we have the joint probability density function of several random variables x, Y, Z, and we wish the joint density of several other random variables defined as functions xyz
Non-zero power at non-zero frequency If R(r) includes a sinusoidal component corresponding to the component x()=Asin(o41+6) where 0 is uniformly distributed over 2t, A is random independent of 0, that component will be